RS Chart
Assessment - IPC Mexico - 5/06/24 - RS = 22
 ⇐ 
  ⇓instrument freshest ⇓ Δday 5/06/24 ⇓ Δwk 12/04/23  prc diff ⇓ Δ22   ∅-RS
real-time RS chart chart L add note IPC 57,718.000  Fri -0.22 57,282.900 0.76 54,048.900 3,234.000 5.98   5.78 
real-time RS chart chart L add note Quálitas 202.370  Fri -2.63 213.140 -5.05 166.630 46.510 27.91   43.48 
real-time RS chart chart L add note Liverpool 144.410  Fri -0.52 144.790 -0.26 102.530 42.260 41.22   32.91 
real-time RS chart chart L add note México 103.850  Fri -0.08 105.900 -1.94 80.580 25.320 31.42   24.78 
real-time RS chart chart L add note Aerop. Sureste 585.110  Fri 0.60 580.110 0.86 404.430 175.680 43.44   24.46 
real-time RS chart chart L add note Megacable 53.290  Fri 0.41 51.660 3.16 45.860 5.800 12.65   23.95 
real-time RS chart chart add note Gentera 26.240  Fri -0.72 26.660 -1.58 19.940 6.720 33.70   23.88 
real-time RS chart chart L add note Genomma Lab 17.330  Fri -0.91 17.040 1.70 13.860 3.180 22.94   20.16 
real-time RS chart chart add note Alsea 70.950  Fri -3.05 73.720 -3.76 60.270 13.450 22.32   18.68 
real-time RS chart chart add note Cementos Chihuahua 201.230  Fri 0.80 201.420 -0.09 174.030 27.390 15.74   18.68 
real-time RS chart chart add note Chedraui 124.120  Fri -0.33 124.480 -0.29 101.910 22.570 22.15   17.59 
real-time RS chart chart L add note Banco del Bajio 62.200  Fri -0.43 67.000 -7.16 54.750 12.250 22.37   16.23 
real-time RS chart chart add note Inbursa 50.500  Fri -0.16 48.490 4.15 41.780 6.710 16.06   13.95 
real-time RS chart chart L add note Gruma 330.560  Fri -1.12 337.150 -1.95 317.140 20.010 6.31   12.67 
real-time RS chart chart L add note Aerop. Pacifico 314.520  Fri -1.73 312.180 0.75 261.900 50.280 19.20   12.32 
real-time RS chart chart add note Regional 155.800  Fri 0.33 158.560 -1.74 149.280 9.280 6.22   11.81 
real-time RS chart chart add note Banorte 175.730  Fri 0.27 173.070 1.54 160.250 12.820 8.00   9.82 
real-time RS chart chart add note Alfa 12.710  Fri -0.55 12.850 -1.09 12.730 0.120 0.94   9.52 
real-time RS chart chart add note Coca-Cola FEMSA 168.250  Fri -0.80 163.490 2.91 150.600 12.890 8.56   8.76 
real-time RS chart chart L add note Aerop. Centro Norte 186.400  Fri -0.05 182.940 1.89 156.180 26.760 17.13   8.44 
real-time RS chart chart add note Carso 149.140  Fri 0.10 145.990 2.16 158.090 -12.100 -7.65   7.83 
real-time RS chart chart L add note Pinfra 191.130  Fri 0.87 183.960 3.90 173.130 10.830 6.26   7.52 
real-time RS chart chart add note Cemex 13.290  Fri 0.45 13.400 -0.82 12.320 1.080 8.77   6.31 
real-time RS chart chart L add note Peñoles 251.780  Fri 1,281.13 250.190 0.64 260.670 -10.480 -4.02   5.82 
real-time RS chart chart L add note America Movil 16.990  Fri -0.18 16.690 1.80 16.010 0.680 4.25   2.32 
  ⇓instrument freshest ⇓ Δday 5/06/24 ⇓ Δwk 12/04/23  prc diff ⇓ Δ22   ∅-RS
real-time RS chart chart add note Vesta 61.670  Fri -0.26 61.210 0.75 63.440 -2.230 -3.52   0.77 
real-time RS chart chart add note FEMSA 203.070  Fri -0.37 201.460 0.80 220.250 -18.790 -8.53   0.20 
real-time RS chart chart S add note Kimberly-Clark 36.470  Fri 0.66 36.640 -0.46 34.770 1.870 5.38   -1.34 
real-time RS chart chart add note Bolsa Mexicana 31.780  Fri -1.06 33.690 -5.67 34.000 -0.310 -0.91   -2.22 
real-time RS chart chart S add note WalMex 69.000  Fri 0.97 65.670 5.07 66.170 -0.500 -0.76   -2.57 
real-time RS chart chart S add note Arca Continental 172.220  Fri -0.20 165.210 4.24 177.610 -12.400 -6.98   -4.98 
real-time RS chart chart S add note Elektra 1,121.020  Fri 0.83 1,107.490 1.22 1,175.340 -67.850 -5.77   -5.06 
real-time RS chart chart L add note Televisa 11.110  Fri -0.27 11.040 0.63 11.820 -0.780 -6.60   -6.12 
real-time RS chart chart add note Becle 33.850  Fri -1.31 34.460 -1.77 30.190 4.270 14.14   -8.04 
real-time RS chart chart S add note Bimbo 69.950  Fri -3.64 69.770 0.26 87.620 -17.850 -20.37   -15.34 
real-time RS chart chart S add note Orbia Advance 29.160  Fri 0.38 29.430 -0.92 37.340 -7.910 -21.18   -17.64 
 IPC - 35 out of 35 instruments rated - 5/06/24 / 12/04/23 - 24 did rise, Market-Ratio(22) = 68.57 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 22 - B/S = 85/20
Market Chart
1/06/20 scale up chart 5/06/24
 


Transactions IPC Mexico * A22 - 85/20 (1)
  ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
1/02/06 1/09/06 7    - cash -
long 1/09/06  12/17/07 707  RT RS QC  Orbia Advance 100  2,427   4.120  13.250    9.130 222  32,159 83  
short 12/17/07   6/15/09 546  RT RS QC  Cemex 100  1,165   27.600  13.790 55.240  27.640 100  64,359 59  
long 6/15/09   6/04/18 3276  RT RS QC  Gruma 100  4,593   14.010  220.450    206.440 1,474  1,012,538 36  
short 6/04/18   1/20/20 595  RT RS QC  Volaris 100  94,718   10.690  19.830 1.550  -9.140 -86  146,816 -69  
long 1/20/20   3/09/20 49  RT RS QC  Gentera 100  7,344   19.990  16.580    -3.410 -17  121,772 -75  
short 3/09/20   3/08/21 364  RT RS QC  Alpek 100  10,691   11.390  19.230 3.550  -7.840 -69  37,955 -69  
long 3/08/21   8/29/22 539  RT RS QC  Cemex 100  2,545   14.910  7.820    -7.090 -48  19,911 -35  
short 8/29/22   1/23/23 147  RT RS QC  Volaris 100  1,065   18.680  20.930 16.430  -2.250 -12  17,515 -27  
long 1/23/23   5/10/24 473  RT RS QC  Banco del Bajio 100  250   69.780  62.200    -7.580 -11  15,620 -8  
accum 1/09/06 5/10/246697 days out of 6704 invested (100%) 56 15,620 2  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Grumalong  6/15/09  6/04/18327614.01220.45206.44 1,473.521,473.52 
 Orbia Advancelong  1/09/06 12/17/077074.1213.259.13 221.60221.60 
 Cemexshort 12/17/07  6/15/0954627.6013.7955.2427.64 100.14 
 long  3/08/21  8/29/2253914.917.82-7.09 -47.554.97 
 Banco del Bajiolong  1/23/23  5/10/2447369.7862.20-7.58 -10.86-10.86 
 Genteralong  1/20/20  3/09/204919.9916.58-3.41 -17.06-17.06 
 Alpekshort  3/09/20  3/08/2136411.3919.233.55-7.84 -68.83-68.83 
 Volarisshort  6/04/18  1/20/2059510.6919.831.55-9.14 -85.50 
 short  8/29/22  1/23/2314718.6820.9316.43-2.25 -12.04-87.25 


Annotations
3/14/24IPCComponent update: Chedraui and Genomma Lab return, Sitios Latinoamérica, Telesites and Volaris leave
2/23/17IPCMachine learning processed for all techniques.
The algorithm could not determine a long-term exchanging short technique.
This is presumably due to the high volatility of the market.
Even the best alternating technique is not convincing (only 3 transactions).
2/21/17IPCindex adjustment: Empresas ICA, La Comer and Telesites drop out, Bolsa Mexicana returns
8/02/16IPCBMV (Bolsas), Comercial Mexicana and Industrias CH drop out,
Aeropuerto del Centro Norte, La Comer, Nemak, Telesites and Volaris join